A hybrid system for financial trading and forecasting

Kuldeep Kumar, Clarence Tan, Ranadhir Ghosh

Research output: Contribution to journalArticleResearchpeer-review

Abstract

This project aims at designing a financial risk management/trading system using a combination of methods that have been reported to be useful in financial trading. Chaos theory, Artificial Intelligence (AI/Soft Computing methods will be applied along with the statistical methods to build a financial forecasting and trading system that can provide a greater than expected return. Performance of the system will be compared to standard financial benchmarks, using Australian and international financial data. The results will contribute to the determination of appropriate forecasting methods for use in financial decision making and will also result in significant theoretical development in chaos theory, non-linear time series modeling, AI and soft computing.
Original languageEnglish
Pages (from-to)1-7
Number of pages7
JournalSouth Asian Journal of Management
Volume5
Issue number4
Publication statusPublished - 1998

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Hybrid systems
Soft computing
Chaos theory
Trading systems
Statistical methods
Expected returns
Forecasting method
Artificial intelligence
Financial decision making
Financial data
Modeling
Financial forecasting
Nonlinear time series
Benchmark
Financial risk management
Forecasting system

Cite this

Kumar, Kuldeep ; Tan, Clarence ; Ghosh, Ranadhir. / A hybrid system for financial trading and forecasting. In: South Asian Journal of Management. 1998 ; Vol. 5, No. 4. pp. 1-7.
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A hybrid system for financial trading and forecasting. / Kumar, Kuldeep; Tan, Clarence; Ghosh, Ranadhir.

In: South Asian Journal of Management, Vol. 5, No. 4, 1998, p. 1-7.

Research output: Contribution to journalArticleResearchpeer-review

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